FX Week is proud to present the 10th annual FX Invest Europe conference, bringing together leading buy-side practitioners in the fast developing foreign exchange and currency markets. It is a must-attend event for those who want to better understand the implications of recent market developments

Risk.net's award-winning OpRisk North America is back for its 19th year! This industry must-attend conference gathers 550+ senior operational risk directors from leading tier 1 banks, buy-side firms and regulators from across the globe.

Structured Products runs three global awards programmes - for the Americas, Asia, and Europe - to celebrate excellence across the structured products markets. The Structured Products awards are the industry's most prestigious honour, designed to recognise the top buyside and sellside firms.

The OpRisk Awards recognise the outstanding achievers across the operational risk markets, including banks, insurers, regulators, consultants and vendors. We celebrate the industry's hard work in style and the awards ceremony is a great opportunity to network and find out about companies performance

This white paper discusses how effective financial crime prevention can not only mitigate the risk of threats to an organization and to its customers, but how it can also provide additional benefits such as operational efficiency and improved customer experience.

Now in its 10th year, the RiskTech100 is globally acknowledged as the most comprehensive study of the world's most significant risk and compliance technology companies. This report covers the key market trends and ranks the top 100 technology vendors in this sector.

This paper presents a methodology to calibrate the distribution of losses observed in operational risk events. The method is specifically designed to handle the situation where individual event information is only available above an approved threshold and there is a limited set of below-threshold information (BTI). The method requires the use of the number of events and the sum of the losses below the threshold. the authors demonstrate the improved stability of the fitted distribution parameters as the number of events above the threshold is reduced. This is compared with the conventional truncated maximum likelihood estimator (MLE). To demonstrate the improved stability of the parameter estimation using the BTI, a series of fits are performed to m samples of N events drawn from a lognormal distribution, and these are compared with estimates of the truncated MLE. The BTI fitting methodology produces a better estimator of the population distribution parameters, with reduced bias and dispersion. the authors estimate the 99.9th percentile of the severity distribution and show that the BTI provides a better estimator of the percentile with reduced uncertainty.